+3,017.0%
APD vs WWD
+15,408.5%
-12,391.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.3% |
| 7D | -2.2% | +1.3% | -3.5% | -2.6% |
| 30D | +2.1% | -7.2% | +9.3% | +4.0% |
| 3M | +7.2% | -3.8% | +11.0% | +7.6% |
| 6M | +11.2% | -9.9% | +21.2% | +12.9% |
| YTD | +24.4% | +14.8% | +9.6% | +17.6% |
| 1Y | +6.7% | +42.1% | -35.4% | -5.4% |
| 3Y | +9.2% | +170.8% | -161.6% | -20.5% |
| 5Y | +27.4% | +197.5% | -170.2% | -11.3% |
| 10Y | +164.8% | +477.8% | -313.0% | +44.4% |
| All | +3,017.0% | +15,408.5% | -12,391.5% | +966.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling